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Cross-sectional determinants of information quality proxies and cost of capital measures

Liu, Xing; Wysocki, Peter - In: The quarterly journal of finance 7 (2017) 2, pp. 1-33

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Corporate bond pricing and different sources of asset return volatility

Chacko, George; Hecht, Peter; Hilscher, Jens - 2002

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Consumption volatility risk

Boguth, Oliver; Kuehn, Lars-Alexander - In: The journal of finance : the journal of the American … 68 (2013) 6, pp. 2589-2615

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Durability of output and expected stock returns

Gomes, João; Kogan, Leonid; Yogo, Motohiro - 2007

The demand for durable goods is more cyclical than that for nondurable goods and services. Consequently, the cash flow and stock returns of durable-good producers are exposed to higher systematic risk. Using the NIPA input-output tables, we construct portfolios of durable-good, nondurable-good,...

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Durability of output and expected stock returns

Gomes, João (contributor); Kogan, Leonid (contributor); … - 2007 - Rev.

"The demand for durable goods is more cyclical than that for nondurable goods and services. Consequently, the cash flow and stock returns of durable-good producers are exposed to higher systematic risk. Using the NIPA input-output tables, we construct portfolios of durable-good, nondurable-good,...

Persistent link: https://www.econbiz.de/10003726989

Stochastic idiosyncratic cash flow risk and real options : implications for stock returns

Bhamra, Harjoat Singh; Shim, Kyung Hwan - In: Journal of economic theory 168 (2017), pp. 400-431

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The common factor in idiosyncratic volatility : quantitative asset pricing implications

Herskovic, Bernard; Kelly, Bryan T.; Lustig, Hanno; … - In: Journal of financial economics 119 (2016) 2, pp. 249-283

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Accrual quality, realized returns, and expected returns : the importance of controlling for cash flow shocks

Ogneva, Maria - In: The accounting review : a publication of the American … 87 (2012) 4, pp. 1415-1444

Persistent link: https://www.econbiz.de/10009581380